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Re: st: Mixed negative binomial models?


From   Troy Payne <paynetc@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Mixed negative binomial models?
Date   Wed, 1 Sep 2010 10:04:13 -0800

Garry,

I saw that, but I didn't quite follow the reasoning.  Do you know of
any more detailed explanations of those weaknesses?


--
Troy Payne
Email: paynetc@gmail.com
Voice/SMS: (513) 327-8769



On Tue, Aug 31, 2010 at 6:40 PM, Garry Anderson
<g.anderson@unimelb.edu.au> wrote:
> Dear Troy,
>
> You cite Rabe-Hesketh and Skrondal (2008) "Multilevel and Longitudinal
> Modeling Using Stata".
> On page 394 is -xtnbreg dep xvarlist, irr i(id)-
> The authors mention some weaknesses of this model and say "We therefore
> do not recommend using this model."
>
> Best wishes
> Garry
>
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael N.
> Mitchell
> Sent: Tuesday, 31 August 2010 11:54 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Mixed negative binomial models?
>
> Dear Troy
>
>   This came up recently, see
>
> http://statalist.1588530.n2.nabble.com/random-slope-model-xtnbreg-or-oth
> er-in-stata-td4953387.html
>
>   Here were my thoughts from the time, but see the link above for other
> thoughts as well...
>
>    Based on the link
> http://www.unc.edu/~skolenik/stata/gllamm-demo.html
> it seems that gllamm (within Stata) will not fit such a model.
>
>    HLM will fit random slope poisson models, but I do not see anything
> about it fitting random slope negative binomial models.
>
>    I am pretty sure Mplus will fit random slope negative binomial
> models, although I have never done so. The link
> http://www.statmodel.com/verhistory.shtml indicates Mplus does fit
> negative binomial models, and for Mplus it is common that pretty much
> any parameter can be treated as a random slope.
>
>    You can download a demo version of Mplus at
> http://www.statmodel.com/demo.shtml and you can see example Mplus
> programs at http://www.ats.ucla.edu/stat/Mplus/dae/ and annotated
> outputs at http://www.ats.ucla.edu/stat/mplus/output/default.htm .
>
> Best regards,
>
> Michael N. Mitchell
> Data Management Using Stata      -
> http://www.stata.com/bookstore/dmus.html
> A Visual Guide to Stata Graphics -
> http://www.stata.com/bookstore/vgsg.html
> Stata tidbit of the week         - http://www.MichaelNormanMitchell.com
>
>
>
> On 2010-08-30 5.24 PM, Troy Payne wrote:
>> I've been through Rabe-Hesketh and Skrondal's (2008) book on
>> multilevel modeling a few times and haven't seen a way to estimate
>> mixed negative binomial models.  Can Stata run mixed negative binomial
>
>> models?  I'm looking for something like xtmixed but for overdispersed
>> count (Poisson) distributions.  Did I miss a way to do this in the
>> myriad of options for gllamm?
>>
>> If there's not a method to estimate mixed negative binomial models in
>> Stata, does anyone know offhand if other packages (e.g., HLM) can
>> estimate these models?
>>
>> --
>> Troy Payne
>> Email: paynetc@gmail.com
>>
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